+31.8%
OMC vs DG
+99.2%
-67.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.7% |
| 7D | -6.2% | -6.3% | +0.1% | -5.2% |
| 30D | -7.6% | +2.4% | -10.0% | -8.0% |
| 3M | +7.4% | +12.4% | -5.0% | +5.2% |
| 6M | +0.1% | -14.9% | +15.1% | +2.4% |
| YTD | +0.4% | -6.1% | +6.5% | +0.9% |
| 1Y | +7.8% | +17.9% | -10.1% | +4.0% |
| 3Y | +11.8% | +3.1% | +8.7% | +7.3% |
| 5Y | +32.5% | -38.7% | +71.1% | +39.0% |
| All | +31.8% | +99.2% | -67.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling